DBXJ.DE vs. XDWT.DE
DBXJ.DE (Xtrackers MSCI Japan UCITS ETF 1C) and XDWT.DE (Xtrackers MSCI World Information Technology UCITS ETF 1C) are both exchange-traded funds - DBXJ.DE is a Japan Equities fund tracking the MSCI Japan, while XDWT.DE is a Technology Equities fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 10 years, DBXJ.DE returned 9.20%/yr vs 24.00%/yr for XDWT.DE. A 0.57 correlation means they provide meaningful diversification when combined. DBXJ.DE charges 0.12%/yr vs 0.25%/yr for XDWT.DE.
Performance
DBXJ.DE vs. XDWT.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBXJ.DE achieves a 16.95% return, which is significantly lower than XDWT.DE's 25.23% return. Over the past 10 years, DBXJ.DE has underperformed XDWT.DE with an annualized return of 9.20%, while XDWT.DE has yielded a comparatively higher 24.00% annualized return.
DBXJ.DE
- 1D
- -0.42%
- 1M
- 3.68%
- YTD
- 16.95%
- 6M
- 16.85%
- 1Y
- 31.98%
- 3Y*
- 15.59%
- 5Y*
- 10.09%
- 10Y*
- 9.20%
XDWT.DE
- 1D
- -2.03%
- 1M
- 12.76%
- YTD
- 25.23%
- 6M
- 23.47%
- 1Y
- 47.87%
- 3Y*
- 29.29%
- 5Y*
- 22.52%
- 10Y*
- 24.00%
DBXJ.DE vs. XDWT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBXJ.DE Xtrackers MSCI Japan UCITS ETF 1C | 16.95% | 12.59% | 13.75% | 16.43% | -12.07% | 9.57% | 5.08% | 21.75% | -9.54% | 9.08% |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 25.23% | 9.56% | 41.11% | 50.00% | -28.10% | 41.76% | 30.98% | 51.77% | 0.78% | 21.03% |
Correlation
The correlation between DBXJ.DE and XDWT.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.57 |
The correlation between DBXJ.DE and XDWT.DE shifts across timeframes, from 0.45 (3 years) to 0.58 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
DBXJ.DE vs. XDWT.DE — Risk / Return Rank
DBXJ.DE
XDWT.DE
DBXJ.DE vs. XDWT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DBXJ.DE | XDWT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.38 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 3.12 | -0.13 |
| Martin ratioReturn relative to average drawdown | 9.82 | 8.24 | +1.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DBXJ.DE | XDWT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 2.38 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.99 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 1.11 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 1.09 | -0.83 |
Drawdowns
DBXJ.DE vs. XDWT.DE - Drawdown Comparison
The maximum DBXJ.DE drawdown since its inception was -51.22%, which is greater than XDWT.DE's maximum drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for DBXJ.DE and XDWT.DE.
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Drawdown Indicators
| DBXJ.DE | XDWT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.22% | -31.61% | -19.61% |
Max Drawdown (1Y)Largest decline over 1 year | -10.22% | -15.59% | +5.37% |
Max Drawdown (3Y)Largest decline over 3 years | -16.96% | -29.46% | +12.50% |
Max Drawdown (5Y)Largest decline over 5 years | -19.00% | -29.46% | +10.46% |
Max Drawdown (10Y)Largest decline over 10 years | -28.03% | -31.61% | +3.58% |
Current DrawdownCurrent decline from peak | -0.42% | -2.61% | +2.19% |
Average DrawdownAverage peak-to-trough decline | -14.63% | -5.82% | -8.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 5.91% | -2.79% |
Volatility
DBXJ.DE vs. XDWT.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE) is 3.40%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 7.11%. This indicates that DBXJ.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBXJ.DE | XDWT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 7.11% | -3.71% |
Volatility (6M)Calculated over the trailing 6-month period | 14.91% | 14.96% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.74% | 20.39% | -1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.56% | 22.55% | -5.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 21.46% | -5.08% |
DBXJ.DE vs. XDWT.DE - Expense Ratio Comparison
DBXJ.DE has a 0.12% expense ratio, which is lower than XDWT.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DBXJ.DE vs. XDWT.DE - Dividend Comparison
Neither DBXJ.DE nor XDWT.DE has paid dividends to shareholders.
Frequently Asked Questions
DBXJ.DE and XDWT.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DBXJ.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBXJ.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XDWT.DE.
DBXJ.DE is categorized as Japan Equities, while XDWT.DE is Technology Equities. DBXJ.DE tracks MSCI Japan, while XDWT.DE tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.12% for DBXJ.DE and 0.25% for XDWT.DE.
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